Transcript HP@WS - flaggmgmt

2010 High Performance
Computing
Need for Speed, Low Latency, Cost Savings
on Wall Street
Mats Andersson, CTO NASDAQ OMX
April 19, 2010
The World’s Largest Exchange Company
•
Listed Companies – 3,700 global companies
Examples of NASDAQ OMX powered markets
representing diverse industry sectors and many
of the world’s most well-known and innovative
brands.
•
World-leading marketplaces – Our worldleading trading technology – the fastest, mostefficient trading system – is the engine for our
US and European cash equities, US equity
options, European equity and fixed income
derivatives, and European commodities
markets.
•
Technology – powers 70 exchanges, clearing
organizations and central securities
depositories in over 50 countries.
•
Indexes – benchmarks for more than 1000
third-party underwritten structured products
that trade in 37 countries.
•
Market Data Services – Global data solutions
provide millions of traders and investors all
over the world with strategic advantages,
including superior speed, transparency, depth
and flexibility of data management and
delivery.
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© Copyright 2010, The NASDAQ OMX Group, Inc. All rights reserved.
Focus on Key Innovation Areas
 The World’s Fastest Trading System
 Advanced High-speed Networking
 Latest Multi-core CPU Research
 Ultra-low Latency Solutions
 Multimillion Messages/sec Middleware
 DC and Infrastructure Efficiency
 GUI and Mobile Technologies
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© Copyright 2010, The NASDAQ OMX Group, Inc. All rights reserved.
The ‘Balanced Scorecard’ of latency
– Setting the target
Reliability & Resilience
Order Latency AND
Market Data Latency
Deterministic Latency
(low jitter)
Cost of
ownership
Latency
Latency statistics down
to individual business tx
Throughput
Latency transparency
(latency feed)
NASDAQ MARKET CENTER
Peak day
Peak second
Message Volume
1,684,103,265
Messages
411,816
Order Volume
821,808,375
Orders
194,205
Share Volume
12,814,454,760
Executions
44,490
© Copyright 2010, The NASDAQ OMX Group, Inc. All rights reserved.
Reaching the TCO/Latency/Throughput/Reliability Target
--- some tools and technologies
Multi-core Efficiency
Fully Automated Physical, Virtual
and Cloud Server Provisioning
Infrastructure Convergence
DC Efficiencies/Consolidation
Nanosec-aware Apps
10 G
Low Latency
Switching
RDMA
FPGA
Infiniband
Latency Measurement
(component+end/end)
5
GPU
IP over IB
© Copyright 2010, The NASDAQ OMX Group, Inc. All rights reserved.
All Other Apps
1G
Virtualization & Consolidation
Vanilla 10G
Technology Drives Market Center Competitiveness
NASDAQ MARKET CENTER RECORDS
Peak day
Message volume
Peak second
1,684,103,265
Order volume
821,808,375
Share volume
12,814,454,760
Messages
411,816
Orders
194,205
Executions
44,490
NASDAQ PERFORMANCE DEVELOPMENT 2009-2010 (Average latency in microseconds)
2009
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© Copyright 2010, The NASDAQ OMX Group, Inc. All rights reserved.
10 G Co-Lo Order Latency Summary
Week of April 5 (NASDAQ Stock Market 9:00 to 17:00)
800
700
Microseconds
600
500
Average Latency 179 microsec
99 percentile 272 microsec
99.9 percentile 706 microsec
10% -> 90%
400
95% -> 99%
99.5%
99.9%
300
200
100
0
Percentile
© Copyright 2010, The NASDAQ OMX Group, Inc. All rights reserved.
Objective third-party latency measurement
Co-Located Customers
Co-lo Handoff &
Latency Measurement
Point
NASDAQ Market Center
Customer Ports
Customer 2
Black Box
Customer 3
Black Box
Raw latency
feed
Correlix Race
Team Service
Non Co-Located Customer
Customer 4
Black Box
Non-intrusive measurement point
© Copyright 2010, The NASDAQ OMX Group, Inc. All rights reserved.
(Savvis
BT Radianz)
Co-location – Distribution network + Security
Customer 1
Black Box
Matching
Engine
40 Gbit/sec
Low Latency
Core Grid
Thank you.
© Copyright 2008, The NASDAQ OMX Group, Inc. All rights reserved.
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© Copyright 2010, The NASDAQ OMX Group, Inc. All rights reserved.